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COPP vs. HG=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between COPP and HG=F is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

COPP vs. HG=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Copper Miners ETF (COPP) and Copper (HG=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-8.78%
10.61%
COPP
HG=F

Key characteristics

Daily Std Dev

COPP:

32.67%

HG=F:

22.38%

Max Drawdown

COPP:

-30.06%

HG=F:

-62.54%

Current Drawdown

COPP:

-25.33%

HG=F:

-10.53%

Returns By Period

In the year-to-date period, COPP achieves a 2.15% return, which is significantly lower than HG=F's 13.75% return.


COPP

YTD

2.15%

1M

-1.50%

6M

-10.12%

1Y

N/A

5Y*

N/A

10Y*

N/A

HG=F

YTD

13.75%

1M

5.83%

6M

9.53%

1Y

18.46%

5Y*

11.63%

10Y*

5.78%

*Annualized

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Risk-Adjusted Performance

COPP vs. HG=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPP

HG=F
The Risk-Adjusted Performance Rank of HG=F is 4949
Overall Rank
The Sharpe Ratio Rank of HG=F is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of HG=F is 4949
Sortino Ratio Rank
The Omega Ratio Rank of HG=F is 4949
Omega Ratio Rank
The Calmar Ratio Rank of HG=F is 5454
Calmar Ratio Rank
The Martin Ratio Rank of HG=F is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COPP vs. HG=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and Copper (HG=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for COPP, currently valued at -0.26, compared to the broader market0.002.004.00-0.260.63
The chart of Sortino ratio for COPP, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.170.99
The chart of Omega ratio for COPP, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.12
The chart of Calmar ratio for COPP, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.270.62
The chart of Martin ratio for COPP, currently valued at -0.47, compared to the broader market0.0020.0040.0060.0080.00100.00-0.470.97
COPP
HG=F


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.80Wed 05Fri 07Feb 09Tue 11Thu 13Sat 15Mon 17Wed 19
-0.26
0.63
COPP
HG=F

Drawdowns

COPP vs. HG=F - Drawdown Comparison

The maximum COPP drawdown since its inception was -30.06%, smaller than the maximum HG=F drawdown of -62.54%. Use the drawdown chart below to compare losses from any high point for COPP and HG=F. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-25.33%
-10.53%
COPP
HG=F

Volatility

COPP vs. HG=F - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 8.36% compared to Copper (HG=F) at 6.64%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than HG=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.36%
6.64%
COPP
HG=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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